Plexiglass isn't a material, but a vague family of clear plastics. Home Depot locations only stock plastic if the local contractors will need it in specific size. It will be in the section for windows, doors, and screens in a standing rack.
ONLY GET polycarbonate, which comes in a few brand names (GE Lexan, Hyzod, Tuffak, Rhinex) but is usually covered in white protective film.
Polycarbonate is much more durable and easier to machine than anything else you can get ahold of. Any of the other plastics in the rack will generally be useless garage such as lucite or acrylite.
If you need to order some online here are some sources
http://www.mcmaster.comhttp://www.usplastics.comhttp://www.tapplastics.comhttp://www.onlinemetals.comBut if you order online or buy from home depot you will be paying full price. If you find a plastics shop anywhere near you that sells their offcuts you could buy from them what you need for less than 10% of the total price for a sheet of the same size. I've purchased offcuts for $5 that would have cost me $50 to purchase from anywhere else.
The little critters of nature, they don't know that they're ugly. That's very funny, a fly marrying a bumble bee. I told you I'd shoot, but you didn't believe me. Why didn't you believe me?